Dr Dan Ladley
Senior Lecturer in Finance
- Tel: 0116 252 5285
- Email: email@example.com
- Office: AC213
- Office Hours: Monday 15:00 - 16:00 and Friday 14:00 - 15:00
- Market Microstructure
- Banking and Systematic Risk
- Computational Finance and Numerical Approaches
Research papers can be downloaded via RePEc.
I am willing to supervise students in the area of market microstructure or banking theory using a numerical or computational approach
Current PhD Students
- GARP Co-ordinator
- Chair of the Postgraduate Finance Syllabus Sub-committee
Most Recent Publications
- Costs and benefits of financial regulation: Short-selling bans and transaction taxes (with T. Lensberg and K. R. Schenk-Hoppé), Journal of Banking and Finance, forthcoming.
- The Impact of Individual versus Group Rewards on Work Group Performance and Cooperation: A Computational Social Science Approach (with Wilkinson, I. and Young, L.) Journal of Business Research, forthcoming.
- The simplicity of optimal trading in order book markets (with P Pellizzari), in Nonlinear Economic Dynamics and Financial Modelling: Essays in Honour of Carl Chiarella (Eds. R. Dieci, X.-H. He and C. Hommes), 2014, pp 183-199.
- Heterogeneous Beliefs in Over-The-Counter Markets (with M. De Kamps, and A. Simaitis), Journal of Economic Dynamics and Control, 2014, 41, pp. 50-68.
- Contagion and risk sharing on the interbank market, Journal of Economic Dynamics and Control, 2013, 37 (7), 1384-1400.
- Zero Intelligence in Economics and Finance, The Knowledge Engineering Review - Special Issue on Agent Based Computational Economics, 2012, 27(2), 273-286.
- Do stylised facts of order book markets need strategic behaviour? (with K. R. Schenk-Hoppé), Journal of Economic Dynamics and Control, 2009, 33(4), 817-831.
- The Strategic Exploitation of Limited Information and Opportunity in Networked Markets (with S. Bullock), Computational Economics, 2008, 32(3), 295-315.